“…Resampling deals with the elimination of particles originally with low weights and the replication of particles with high weights. Resampling can be performed if the number of effective particles (particles with large weights) falls below a certain threshold number (Kalman, 1960;Sorenson, 1970;Maybeck, 1979;Liu and Chen, 1998;Carpenter et al, 1999;Doucet et al, 2000Doucet et al, , 2001Arulampalam et al, 2001;Liu and West, 2001;Winkler, 2003;Andrieu et al, 2004a,b;Kaipio and Somersalo, 2004;Ristic et al, 2004;Kaipio et al, 2005;Del Moral et al, 2006Welch and Bishop, 2006;Johansen and Doucet, 2008;Orlande et al, 2012). Alternatively, resampling can also be applied indistinctively at every instant t k , as in the sampling importance resampling (SIR) algorithm described in (Arulampalam et al, 2001;Ristic et al, 2004).…”